-73.9%
PYPL vs MOD
+748.9%
-822.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.2% |
| 7D | +3.9% | -25.5% | +29.5% | +7.2% |
| 30D | +7.8% | -49.0% | +56.8% | +16.7% |
| 3M | -0.7% | -49.8% | +49.2% | +7.4% |
| 6M | +28.8% | -64.8% | +93.5% | +44.3% |
| YTD | +2.4% | -27.6% | +30.0% | +0.2% |
| 1Y | -9.6% | -35.2% | +25.6% | -10.4% |
| 3Y | +9.7% | +137.1% | -127.5% | -20.4% |
| All | -73.9% | +748.9% | -822.8% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling